The coarse-graining; operation in hydrodynamics is equivalent to a change o
f scale which can be formalized as a renormalization group transformation.
In particular, its application to the probability distribution of a. self-g
ravitating fluid yields an "exact renormalization group equation" of Fokker
-Planck type. Since the time evolution of that distribution can also be des
cribed by a Fokker-Planck equation, we propose a connection between both eq
uations, that is, a connection between scale and time evolution. We finally
remark on the essentially non-perturbative nature of astrophysical problem
s, which suggests that the exact renormalization group is the adequate tool
for them.